The following pages link to Fu Qing Gao (Q593000):
Displaying 50 items.
- (Q355092) (redirect page) (← links)
- Moderate deviations for a nonparametric estimator of sample coverage (Q355093) (← links)
- Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235) (← links)
- Laws of the iterated logarithm for high-dimensional Wiener sausage (Q475772) (← links)
- Delta method in large deviations and moderate deviations for estimators (Q548555) (← links)
- Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process (Q551408) (← links)
- Large deviations for stochastic differential equations driven by \(G\)-Brownian motion (Q607275) (← links)
- Large deviations for parameter estimators of some time inhomogeneous diffusion process (Q644655) (← links)
- Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
- Sample path large and moderate deviations for risk model with delayed claims (Q659097) (← links)
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion (Q734638) (← links)
- Moderate deviations from the hydrodynamic limit of the symmetric exclusion process (Q813781) (← links)
- Moderate deviations and functional limits for random processes with stationary and independent increments (Q870723) (← links)
- Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices (Q887378) (← links)
- Moderate deviations for Poisson-Dirichlet distribution (Q957519) (← links)
- Deviation inequalities for an estimator of the conditional value-at-risk (Q975002) (← links)
- Asymptotic results for the two-parameter Poisson-Dirichlet distribution (Q981019) (← links)
- Moderate deviations and large deviations for a test of symmetry based on kernel density estimator (Q1003984) (← links)
- Moderate deviations for squared radial Ornstein-Uhlenbeck process (Q1026335) (← links)
- Laws of the iterated logarithm for locally square integrable martingales (Q1034243) (← links)
- Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift (Q1038957) (← links)
- Moderate deviations and laws of the iterated logarithm for the volume of the intersections of Wiener sausages (Q1039169) (← links)
- Weak entropy inequalities and entropic convergence (Q1042774) (← links)
- Large deviations in testing Jacobi model (Q1044012) (← links)
- Large deviations for fields with stationary independent increments (Q1343508) (← links)
- Moderate deviations and large deviations for kernel density estimators (Q1397966) (← links)
- Upper bound estimates of the Cramér functionals for Markov processes (Q1404342) (← links)
- Moderate deviations and Erdős-Rényi-Shepp laws for weighted sums (Q1408768) (← links)
- Exponential decay of entropy in the random transposition and Bernoulli-Laplace models (Q1429120) (← links)
- Large deviations for stochastic flows and their applications (Q1609704) (← links)
- Moderate deviations for the maximum likelihood estimator (Q1612941) (← links)
- Some asymptotic results for nonlinear Hawkes processes (Q1630661) (← links)
- Moderate deviations and nonparametric inference for monotone functions (Q1650077) (← links)
- Local functional limit theorems of increments for Brownian motion (Q1650602) (← links)
- Long time asymptotics of unbounded additive functionals of Markov processes (Q1689835) (← links)
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators (Q1700700) (← links)
- Moderate deviations for estimators under exponentially stochastic differentiability conditions (Q1705053) (← links)
- Clark formula and logarithmic Sobolev inequalities for Bernoulli measures (Q1871537) (← links)
- Moderate deviations for martingales and mixing random processes (Q1915835) (← links)
- The minimal entropy martingale measure of a jump process influenced by jump times (Q1933702) (← links)
- Moderate deviations and hypothesis testing for signal detection problem (Q1934407) (← links)
- The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion (Q1941305) (← links)
- Deviation inequalities and moderate deviations for estimators of parameters in TAR models (Q1946946) (← links)
- Relative entropy and large deviations under sublinear expectations (Q1954116) (← links)
- Large deviations and moderate deviations for kernel density estimators of directional data (Q1958721) (← links)
- Asymptotic expansions and precise deviations in the Kingman coalescent (Q2064815) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Moderate deviations and central limit theorem for small perturbation Wishart processes (Q2258908) (← links)
- Maximum likelihood estimation in transformed linear regression with nonnormal errors (Q2313272) (← links)
- Laws of iterated logarithm for transient random walks in random environments (Q2355248) (← links)
